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In this article, we consider the following stochastic fractional diffusion equation \begin{equation*} \left(\partial^{\beta}+\dfrac{\nu}{2}\left(-\Delta\right)^{\alpha / 2}\right) u(t, x)= \lambda\: I_{0_+}^{\gamma}\left[u(t, x) \dot{W}(t,…

Probability · Mathematics 2023-03-22 Yuhui Guo , Jian Song , Xiaoming Song

This paper is concerned with the fractionalized diffusion equations governing the law of the fractional Brownian motion $B_H(t)$. We obtain solutions of these equations which are probability laws extending that of $B_H(t)$. Our analysis is…

Probability · Mathematics 2015-09-28 Roberto Garra , Enzo Orsingher , Federico Polito

In this paper we investigate the following fractional order in time Cauchy problem \begin{equation*} \begin{cases} \mathbb{D}_{t}^{\alpha }u(t)+Au(t)=f(u(t)), & 1<\alpha <2, u(0)=u_{0},\,\,\,u^{\prime }(0)=u_{1}. & \end{cases}%…

Analysis of PDEs · Mathematics 2018-08-08 Edgardo Alvarez , Ciprian Gal , Valentin Keyantuo , Mahamadi Warma

We consider an initial value problem for time-fractional evolution equation in Banach space $X$: $$ \pppa (u(t)-a) = Au(t) + F(t), \quad 0<t<T. \eqno{(*)} $$ Here $u: (0,T) \rrrr X$ is an $X$-valued function defined in $(0,T)$, and $a \in…

Analysis of PDEs · Mathematics 2025-02-11 Giuseppe Floridia , Fikret Golgeleyen , Masahiro Yamamoto

The backward problem for subdiffusion equation with the fractional Riemann-Liouville time-derivative of order ? 2 (0; 1) and an arbitrary positive self-adjoint operator A is considered. This problem is ill-posed in the sense of Hadamard due…

Analysis of PDEs · Mathematics 2021-05-14 Shavcat Alimov , Ravshan Ashurov

We consider the Hirota equation on the quarter plane with the initial and boundary values belonging to the Schwartz space. The goal of this paper is to study the long-time behavior of the solution of this initial-boundary value problem…

Analysis of PDEs · Mathematics 2018-08-01 Boling Guo , Nan Liu

The Caputo time-derivative is usually defined pointwise for well-behaved functions, say, for continuously differentiable functions. Accordingly, in the theory of the partial fractional differential equations with the Caputo derivatives, the…

Analysis of PDEs · Mathematics 2014-11-27 Rudolf Gorenflo , Yuri Luchko , Masahiro Yamamoto

We study the well-posedness for initial boundary value problems associated with time fractional diffusion equations with non-homogenous boundary and initial values. We consider both weak and strong solutions for the problems. For weak…

Analysis of PDEs · Mathematics 2020-04-30 Yavar Kian , Masahiro Yamamoto

The study of blow-up solution of time-fractional heat equations is of significant and wide-ranging interest for its multitude of applications. These types of equations are used to model several real problems in science and engineering. This…

Analysis of PDEs · Mathematics 2025-09-24 Hind Ghazi Hameed , Burhan Selcuk , Maan A. Rasheed

We investigate pointwise upper bounds for nonnegative solutions $u(x,t)$ of the nonlinear initial value problem \begin{equation}\label{0.1} 0\leq(\partial_t-\Delta)^\alpha u\leq u^\lambda \quad\text{ in }\mathbb{R}^n…

Analysis of PDEs · Mathematics 2019-03-27 Steven D. Taliaferro

The work presents an integral solution of the time-fractional subdiffusion through a preliminary defined profile with unknown coefficients and the concept of penetration layer well known from the heat diffusion The profile satisfies the…

Mathematical Physics · Physics 2010-12-14 Jordan Hristov

Second initial boundary problem in narrow domains of width $\epsilon\ll 1$ for linear second order differential equations with nonlinear boundary conditions is considered in this paper. Using probabilistic methods we show that the solution…

Probability · Mathematics 2010-11-30 Mark Freidlin , Konstantinos Spiliopoulos

In this paper, we study both the direct and inverse random source problems associated with the multi-term time-fractional diffusion-wave equation driven by a fractional Brownian motion. Regarding the direct problem, the well-posedness is…

Analysis of PDEs · Mathematics 2023-11-03 Xiaoli Feng , Qiang Yao , Peijun Li , Xu Wang

We consider the terminal value problem (or called final value problem, initial inverse problem, backward in time problem) of determining the initial value, in a general class of time-fractional wave equations with Caputo derivative, from a…

Analysis of PDEs · Mathematics 2019-10-15 Nguyen Huy Tuan , Tomás Caraballo , Tran Bao Ngoc , Yong Zhou

We study the time-fractional stochastic heat equation driven by time-space white noise with space dimension $d\in\mathbb{N}=\{1,2,...\}$ and the fractional time-derivative is the Caputo derivative of order $\alpha \in (0,2)$. We consider…

Probability · Mathematics 2022-11-24 Rahma Yasmina Moulay Hachemi , Bernt Øksendal

This paper investigates an inverse source problem for a multi-term time-fractional diffusion equation with Caputo derivatives. The source term is separable as \(f(x)g(t)\), with the unknown spatial component \(f(x)\) reconstructed from an…

Analysis of PDEs · Mathematics 2026-03-03 Ravshan Ashurov , Damir Shamuratov

In this paper, we present a numerical solution to an ordinary differential equation of a fractional order in one-dimensional space. The solution to this equation can describe a steady state of the process of anomalous diffusion. The process…

Numerical Analysis · Mathematics 2014-12-03 Mariusz Ciesielski , Jacek Leszczynski

Some mathematical models of applied problems lead to the need of solving boundary value problems with a fractional power of an elliptic operator. In a number of works, approximations of such a nonlocal operator are constructed on the basis…

Numerical Analysis · Computer Science 2019-05-28 Petr N. Vabishchevich

We consider time fractional stochastic heat type equation $$\partial^\beta_tu_t(x)=-\nu(-\Delta)^{\alpha/2} u_t(x)+I^{1-\beta}_t[\sigma(u)\stackrel{\cdot}{W}(t,x)]$$ in $(d+1)$ dimensions, where $\nu>0$, $\beta\in (0,1)$, $\alpha\in (0,2]$,…

Probability · Mathematics 2016-02-24 Sunday A. Asogwa , Erkan Nane

We derive a fundamental solution $\mathscr{E}$ to a space-fractional diffusion problem on the half-line. The equation involves the Caputo derivative. We establish properties of $\mathscr{E}$ as well as formulas for solutions to the…

Analysis of PDEs · Mathematics 2021-11-03 Tokinaga Namba , Piotr Rybka , Shoichi Sato